Subject: Re: Small caps vs large caps
Results (2000-07-28 - 2024-10-01)
Name CAGR Volatility Sortino
SLYV 10.05% 23.08% 0.49
Good catch. Thanks.
Looks like in the S&P small caps, Value beats the snot out of Growth.
One thing to notice is the Drawdowns. MaxDD about -60%. Yikes!